+1,514.8%
GS vs ZBH
+326.1%
+1,188.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -2.4% | +2.3% | +1.1% |
| 30D | +3.7% | +16.6% | -12.9% | -3.6% |
| 3M | -10.0% | +10.8% | -20.8% | -14.8% |
| 6M | -1.0% | +35.8% | -36.8% | -15.7% |
| YTD | +7.0% | +20.5% | -13.5% | -4.3% |
| 1Y | +16.6% | +22.7% | -6.1% | +3.3% |
| 3Y | +204.4% | +4.9% | +199.5% | +179.9% |
| 5Y | +160.0% | -12.8% | +172.8% | +156.7% |
| 10Y | +458.9% | +22.7% | +436.2% | +341.8% |
| All | +1,514.8% | +326.1% | +1,188.6% | +640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling